-13.7%
AXP vs GIS
-23.4%
+9.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.5% | -1.4% |
| 7D | -2.1% | -8.1% | +5.9% | -1.6% |
| 30D | +2.7% | +5.3% | -2.7% | +2.4% |
| 3M | -7.3% | -10.5% | +3.3% | -6.9% |
| 6M | +1.8% | +1.8% | 0.0% | +1.9% |
| YTD | -13.1% | -22.9% | +9.9% | -17.3% |
| 1Y | -13.7% | -22.9% | +9.2% | -18.2% |
| All | -13.7% | -23.4% | +9.7% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling